If you want to keep both walls (if, for example the upper wall needs its own window too) make the lower wall high enough to contain the window, and have the base of the upper wall at the top of the lower wall. Upper wall may then need to be Symbollic Cut, depending on Floor Plan Cut PLane
One of my colleagues had another method: he made the window oversized in the storey above, so that the space created in the wall accommodated the window from the floor below.
Of course this only works with 'stacked' windows (i.e. if there's no wall between the windows).